Book review: Convex Optimization (Stephen Boyd, Lieven Vandenberghe)

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Virtually every university course teaching convex optimization relies on this book. Despite that, it is not an easy book for a self-study. I have been through this book with the help of Prof. Chuan WU from Hong Kong University, lecturer and course leader for convex optimizatio course. The course generally covered the chapter 3, 4, 5, 9, 10 and 11.

Strengths

  1. Covering introductory and advanced concepts of convex optimization
  2. Well structured (easy to navigate and easy to use as a reference book)
  3. Reader-friendly mathematical notation

Weaknesses

  1. The book is not necessarily beginner-friendly for self-study audience

Conclusion

A must-have in every engineers bookshelf as a reference book for convex problems.